The aim of this paper is to propose an integrated methodological approach to study complex and longitudinal processes such as continuous innovation and business development in high-tech SME clusters. It draws from four existing and well-recognised approaches for studying events, processes and changes; namely change point analysis (CPA), event history analysis (EHA), critical incident technique (CIT), and sequence analysis (SA). This paper contributes to research methodology especially when studying complex and long-term or ongoing processes. The framework presented is especially helpful for studies which focus on continuous innovation and business development in high-tech SME clusters as these studies could benefit tremendously from more qualitative approaches, which facilitate in-depth understanding continuous and changing processes. Therefore, major changes and events can be studied in detail, as well as their structural relationships to each other and the history leading up to such changes.